Nussli E, Hediger S, Spohn ML, Maathuis MH. The Effect of a Strict Facial-Mask Policy on the Spread of COVID-19 in Switzerland During the Early Phase of the Pandemic. Swiss Journal of Economics and Statistics 2024. Link
Non-Standard Errors. Finance Crowd Analysis Project. Journal of Finance 2023. Link
Hediger S, Näf J, Wolf M. R-NL: Covariance Matrix Estimation for Elliptical Distributions Based on Nonlinear Shrinkage. IEEE Transactions on Signal Processing 2023. Link
Hediger S, Näf J, Paolella M and Polak P. Heterogeneous Tail Generalized Factor Modeling. Digital Finance 2023. Link
De Nard G, Hediger S, Leippold M. Subsampled Factor Models for Asset Pricing: The Rise of Vasa. Journal of Forecasting 2022. Link
Hediger S, Näf J, Michel L. On the Use of Random Forest for Two-Sample Testing. Computational Statistics & Data Analysis 2022. Link
